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Invited Speakers

Inhaltsbereich / Content

Invited Speakers

  • Hansjörg Albrecher (HEC Lausanne)
    On Optimal Stochastic Control for Two-Dimensional Insurance Problems
  • Mark Davis (Imperial College)
    Risk-sensitive asset management in a finite-factor model
  • Anna Jaskiewicz (Wroclaw University of Technology)
    On Stationary Markov Perfect Equilibrium in a Dynamic Stochastic Decision Model
  • Johannes Muhle-Karbe (ETH Zürich)
    Who should sell stocks?
  • Claus Munk (Copenhagen Business School)
    Housing and Portfolio Decisions
  • Andrzej Nowak (University of Zielona Gora)
    Nash Equilibria in Discounted Stochastic Games
  • Georg Pflug (University of Wien)
    Huge dimensional copula models: Estimation of a Europe-wide loss distribution for flood losses
  • Chris Rogers (University of Cambridge)
    Optimal Investment: Bounds and Heuristics
  • Halil Mete Soner (ETH Zürich)
    Facelifting in Utility Maximization
  • Mogens Steffensen (University of Copenhagen)
    Aspects of Controlling Life Event Risks
  • Lukasz Stettner (Polish Academy of Sciences, Warsaw)
    Ergodic Stopping and Impulse Control Problems
  • Krzysztof Szajowski (Wroclaw University of Technology)
    Sequential decision making based on distributed observation
  • Richard Stockbridge (University of Wisconsin-Milwaukee)
    A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion
  • Xunyu Zhou (University of Oxford)
    Optimal exit time from a casino